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FDFAX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDFAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FDFAX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDFAX
Fidelity Select Consumer Staples Portfolio
5.95%-1.31%-0.14%3.02%-0.44%14.43%11.60%31.79%-15.91%12.15%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FDFAX achieves a 5.95% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FDFAX has underperformed FXAIX with an annualized return of 5.17%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


FDFAX

1D
0.40%
1M
-7.93%
YTD
5.95%
6M
8.03%
1Y
3.89%
3Y*
1.86%
5Y*
3.46%
10Y*
5.17%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDFAX vs. FXAIX - Expense Ratio Comparison

FDFAX has a 0.73% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FDFAX vs. FXAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDFAX
FDFAX Risk / Return Rank: 1414
Overall Rank
FDFAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FDFAX Sortino Ratio Rank: 1414
Sortino Ratio Rank
FDFAX Omega Ratio Rank: 1212
Omega Ratio Rank
FDFAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FDFAX Martin Ratio Rank: 1212
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDFAX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Consumer Staples Portfolio (FDFAX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FDFAXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.84

-0.49

Sortino ratio

Return per unit of downside risk

0.62

1.30

-0.68

Omega ratio

Gain probability vs. loss probability

1.07

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

0.49

1.05

-0.56

Martin ratio

Return relative to average drawdown

1.03

5.13

-4.10

FDFAX vs. FXAIX - Sharpe Ratio Comparison

The current FDFAX Sharpe Ratio is 0.35, which is lower than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FDFAX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDFAXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.84

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.68

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.77

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.75

+0.06

Correlation

The correlation between FDFAX and FXAIX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDFAX vs. FXAIX - Dividend Comparison

FDFAX's dividend yield for the trailing twelve months is around 6.08%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FDFAX
Fidelity Select Consumer Staples Portfolio
6.08%6.45%2.73%5.13%3.34%10.73%3.16%2.78%14.36%8.82%4.71%9.06%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FDFAX vs. FXAIX - Drawdown Comparison

The maximum FDFAX drawdown since its inception was -38.29%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDFAX and FXAIX.


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Drawdown Indicators


FDFAXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-33.79%

-4.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.18%

-12.13%

+2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-15.78%

-24.50%

+8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-27.66%

-33.79%

+6.13%

Current Drawdown

Current decline from peak

-8.07%

-8.89%

+0.82%

Average Drawdown

Average peak-to-trough decline

-5.18%

-3.83%

-1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

2.50%

+1.89%

Volatility

FDFAX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Select Consumer Staples Portfolio (FDFAX) is 3.77%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that FDFAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDFAXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

4.24%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

9.08%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

18.13%

-3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.84%

16.88%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

18.03%

-3.07%